Master equations arising in the theory of Mean Field Games (Part 2)

Alpár Mészáros
University of Durham

In the second part of the talk I will describe important regularity and convexity notions (together with their advantages and disadvantages) that allow us to justify the formal derivations and to construct global in time classical solutions to master equations. In both talks I will mention some important open problems.

Back to High Dimensional Hamilton-Jacobi PDEs